\HeaderA{VaR.gpd.plots}{Diagnostic Plots for VaR Calculation from GPD Approximation}{VaR.gpd.plots}
\keyword{aplot}{VaR.gpd.plots}
\begin{Description}\relax
This function produces some diagnostic plots for VaR estimation using 
output of \code{VaR.gpd} function.
\end{Description}
\begin{Usage}
\begin{verbatim}
VaR.gpd.plots(z)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{z}] Output of \code{VaR.gpd} function
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
Returns plots of daily return (\%), fit of sample distribution, quantile plot, 
loglikelihood functions for VaR and ES.
\end{Details}
\begin{Author}\relax
T. Daniyarov
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{VaR.gpd}{VaR.gpd}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(exchange.rates)
attach(exchange.rates)
y <- USDJPY[!is.na(USDJPY)]
z <- VaR.gpd(y)
VaR.gpd.plots(z)
detach(exchange.rates)
\end{ExampleCode}
\end{Examples}

